-14.0%
TSCO vs FIVE
+59.0%
-73.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | +1.7% | +3.7% | -2.0% | +1.2% |
| 30D | +2.8% | +4.0% | -1.2% | +2.3% |
| 3M | +17.9% | +36.2% | -18.3% | +13.3% |
| 6M | -28.6% | +18.0% | -46.6% | -30.2% |
| YTD | -28.0% | +34.9% | -62.9% | -30.9% |
| 1Y | -39.9% | +67.9% | -107.8% | -43.8% |
| 3Y | -14.0% | +57.3% | -71.3% | -26.7% |
| All | -14.0% | +59.0% | -73.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling